There is already a TVS diode on each zone for transient voltage protection. Also, if you use a relay module (instead of an individual relay directly) — the relay module’s control pin is generally connected to a opto-isolator, which turns on relay and has built-in flyback diode on the relay side. So if you use a relay module, the flyback diode is already included. In sum, you don’t need flyback diode either way.